Numerical Analysis Packages

TimeseriesSurrogates.jl34A Julia package for generating timeseries surrogates

SummationByPartsOperators.jl46A Julia library of summationbyparts (SBP) operators used in finite difference, Fourier pseudospectral, continuous Galerkin, and discontinuous Galerkin methods to get provably stable semidiscretizations, paying special attention to boundary conditions.

StaticNumbers.jl37Static numbers in Julia

StateSpaceRoutines.jl80Package implementing common statespace routines.

SparseDiffTools.jl201Fast jacobian computation through sparsity exploitation and matrix coloring

SortedVectors.jl5Lightweight wrapper to declare that a vector is sorted.

SolveDSGE.jl67A Julia package to solve, simulate, and analyze nonlinear DSGE models.

Sobol.jl70Generation of Sobol lowdiscrepancy sequence (LDS) for the Julia language

Simplices.jl1Compute exact simplex intersections in N dimensions.

SIAMFANLEquations.jl84This is a Julia package for a book project.

SciMLSensitivity.jl248A component of the DiffEq ecosystem for enabling sensitivity analysis for scientific machine learning (SciML). Optimizethendiscretize, discretizethenoptimize, adjoint methods, and more for ODEs, SDEs, DDEs, DAEs, etc.

SciMLExpectations.jl59Fast uncertainty quantification for scientific machine learning (SciML) and differential equations

SciMLBase.jl90The Base interface of the SciML ecosystem

RootedTrees.jl34A collection of functionality around rooted trees to generate order conditions for RungeKutta methods in Julia for differential equations and scientific machine learning (SciML)

RollingFunctions.jl90Roll a window over data; apply a function over the window.

RandomMatrices.jl76Random matrices package for Julia

QuasiMonteCarlo.jl75Lightweight and easy generation of quasiMonte Carlo sequences with a ton of different methods on one API for easy parameter exploration in scientific machine learning (SciML)

QuadGK.jl210Adaptive 1d numerical Gauss–Kronrod integration in Julia

Preconditioners.jl44A few preconditioners for iterative solvers.

PolyChaos.jl109A Julia package to construct orthogonal polynomials, their quadrature rules, and use it with polynomial chaos expansions.

PiecewiseInterpolation.jl1Interpolate data with known discontinuities

PartialLeastSquaresRegressor.jl34Implementation of a Partial Least Squares Regressor

NumericalIntegration.jl55Basic numerical integration routines for presampled data.

NonlinearSolve.jl112Highperformance and differentiationenabled nonlinear solvers (Newton methods), bracketed rootfinding (bisection, Falsi), with sparsity and NewtonKrylov support.

NestedSamplers.jl33Implementations of single and multiellipsoid nested sampling

MultiFloats.jl51Fast extendedprecision floatingpoint arithmetic for Julia

LowRankApprox.jl88Fast lowrank matrix approximation in Julia

LogDensityProblems.jl34A common framework for implementing and using log densities for inference.

LinearSolve.jl178LinearSolve.jl: HighPerformance Unified Interface for Linear Solvers in Julia. Easily switch between factorization and Krylov methods, add preconditioners, and all in one interface.

LinearMaps.jl282A Julia package for defining and working with linear maps, also known as linear transformations or linear operators acting on vectors. The only requirement for a LinearMap is that it can act on a vector (by multiplication) efficiently.

LinearExpressions.jl6Linear symbolic expressions for the Julia language

LibCEED.jl148CEED Library: Code for Efficient Extensible Discretizations

KNITRO.jl61Julia interface to the Artelys Knitro solver

IntervalRootFinding.jl116Find all roots of a function in a guaranteed way with Julia

IntervalConstraintProgramming.jl60Calculate rigorously the feasible region for a set of realvalued inequalities with Julia

Interpolations.jl444Fast, continuous interpolation of discrete datasets in Julia

InplaceOps.jl54Convenient macros for inplace matrix operations in Julia

Indicators.jl205Financial market technical analysis & indicators in Julia

HCubature.jl135PureJulia multidimensional hadaptive integration

GridInterpolations.jl41Multidimensional grid interpolation in arbitrary dimensions
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